Need expert who is good at Risk Management and Derivatives

You will be asked to calculate the following. 10-day VaR for the bond at a confidence level of 99%. Note: This risk estimate applies to the next 10 trading days from September 2, 2019 until September 13, 2019 (i.e. – it should be a forecast of risk). Need to give me several options for how to compute this risk measure, a) the normal distribution using the EWMA for volatility, or b) a normal distribution based on a rolling window for volatility, and c) historical simulation using a rolling window. All three methods require choosing parameters to assign weight to past data, λ for the EWMA and the window length for the rolling windows. You will consider the following. Normal Distribution (EWMA) λ=0.94 Normal Distribution (RW) Rolling window with 252 trading days. Historical Simulation (HS) Rolling window with 252 trading days.